NO.PZ2020020601000034
问题如下:
X, Y, and Z have entered into many derivative transactions. When transactions between X and Y are netted, the net value to X is 60. When transactions between Y and Z are netted, the net value to Y is 70. When transactions between Z and X are netted, the net value to Z is 80. Suppose that all transactions are cleared through a CCP rather than bilaterally. What is the net position of X, Y, and Z?
解释:
When they are cleared centrally, they net to -20 for X, +10 to Y, and +10 to Z.
to x is 80意思是x支付80买了东西